Let $X$ and $C$ be two sets, I have defined an iterated function on them $f: X \times C \rightarrow X$. What interests me is the iterations of $f$ on an initial value $x \in X$, and a sequence $(c_n)_{n \in \mathbb{N}} \in C$, for instance $f(f(f(x, c_0), c_1),c_2)$.
I am wondering if there is some conventional way to express these iterations, for example by adding superscript on $f$. What I need to write are:
1) iterations from $c_0$ to $c_{n_0}$ where $n_0 \in \mathbb{N}$ $$f(\ldots f(f(f(x, c_0), c_1), c_2) \ldots, c_{n_0})$$
2) iterations from $c_k$ to $c_{k+m}$: $$f(\ldots f(f(\ldots, c_k), c_{k+1}) \ldots, c_{k+m})$$
Could anyone help?

I doubt that there is any such formula. Let $g_i(x)=f(x,c_i)$. Then you really just want $h_{0}(x)=x$ and $h_{n+1}(x)=g_{n+1}(h_n(x))$.
But also note that if there is a sequence of $g_i:X\to X$ we can let $C=\mathbb N$ and define $f(x,i)=g_i(x)$ and $c_i=i$. So given any sequence $g_i$, we can get this recursive sequence.
So any sequence that looks like:
$$x,g_1(x),g_2(g_1(x)),\dots$$
will be of this form.
I don't think there is a a general notation for this sort of induction. Certainly, none that also includes $C$ and $c_i$ in the formulation, since they are essentially arbitrary.